Most toys/gadgets/walkmans/tape players/electronic object that needs something to move will have a motor of some kind inside it. These can be easily turned into pickups thusly...
In this demonstration I made a very basic instrument construction just to show how the pickup is used. I will talk about this in the last step. How you adapt your own version to your instrument depends entirely on your imagination!
Step 1: The Motor
Take off the plastic backing on the motor, the inside will look a bit like this, with the magnets around the edge and the coils around an axle in the middle.